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Any e-mails being forwarded from Yahoo or Gmail to the Office 365 hosted address appears to get through the spam filter. Yahoo appears to be where a majority of the spam is coming from. We'd like to use the "X-YahooFilteredBulk:" header that Yahoo adds when it detectes a SPAM e-mail. Legtimate e-mails forwarded from yahoo do not contain this header.

I've created a custom policy under "header" but am not certain if it's configured correctly:

There are several users who have set up auto-forward to Office 365 mailbox from Yahoo. Yahoo will add ‘X-YahooFilteredBulk’ to the mail header if Yahoo judges the mail as spam. So you prefer to add a policy rule to FOPE.

The FOPE policy rule is correct. But if you prefer to reject the email, you can use transport rule to achieve the requirement. Please follow the steps below.

1.Log into Microsoft Online Portal using administrator account. Click Manage under Exchange on the Admin page.

2.Select Mail Control tab and create a new rule.

3.You can set the condition like following capture and choose what to do as you prefer.
Thanks,
Ray Yang

There are several users who have set up auto-forward to Office 365 mailbox from Yahoo. Yahoo will add ‘X-YahooFilteredBulk’ to the mail header if Yahoo judges the mail as spam. So you prefer to add a policy rule to FOPE.

The FOPE policy rule is correct. But if you prefer to reject the email, you can use transport rule to achieve the requirement. Please follow the steps below.

1.Log into Microsoft Online Portal using administrator account. Click Manage under Exchange on the Admin page.

2.Select Mail Control tab and create a new rule.

3.You can set the condition like following capture and choose what to do as you prefer.
Thanks,
Ray Yang